+740.9%
STLD vs SUI
+123.0%
+617.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.6% |
| 7D | +2.9% | -1.5% | +4.4% | +3.5% |
| 30D | -5.6% | +3.7% | -9.3% | -7.3% |
| 3M | -11.7% | -0.4% | -11.3% | -12.2% |
| 6M | -2.8% | -2.8% | 0.0% | -2.6% |
| YTD | +36.4% | -1.6% | +38.1% | +35.9% |
| 1Y | +50.0% | -2.1% | +52.1% | +49.6% |
| 3Y | +122.3% | +18.5% | +103.8% | +99.3% |
| 5Y | +273.2% | -26.5% | +299.7% | +305.2% |
| All | +740.9% | +123.0% | +617.9% | +711.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling